Abstract

In this article we describe parametric curve-fitting methods for modeling historical natural catastrophe losses. We summarize relevant theoretical results above Excess over Threshold Method (EOT) and provide its application to the data about total catastrophe losses in the world in period 1970-2014, published in No2/2015 Swiss Re study Sigma

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.